The prostitutes, up in arms over their landlords' decision to close the 2,000-room bordello complex, said they faced starvation if thrown on to the streets without compensation.
"They have given us nothing. They also did not refund... security deposits and savings from us," said Nazma, 30, one of the prostitutes.
Owners of the brothel complex in the Tanbazar red-light district of Narayanganj town have agreed, under pressure from local authorities, to close.
Citizens' groups and religious bodies complained that the brothel lured young boys into the sex trade and promoted the illegal sale of alcohol and drugs. But sex workers refused to budge.
Water and power supplies have been cut and police are barring entry to customers, who are said to include political activists, businessmen, students, foreigners - and police.
The brothel was established in 1888 and has outlived several eviction orders. But this time its owners have been warned that their other business interests will suffer if it is not closed.